Smooth Dynamical Systems Research Articles

On the Bernoulli property for certain partially hyperbolic diffeomorphisms

We address the classical problem of equivalence between Kolmogorov and Bernoulli property of smooth dynamical systems. In a natural class of volume preserving partially hyperbolic diffeomorphisms homotopic to Anosov (“derived from Anosov”) on 3-torus, we prove that Kolmogorov and Bernoulli properties are equivalent.In our approach, we propose to study the conditional measures of volume along central foliation to recover fine ergodic properties for partially hyperbolic diffeomorphisms. As an important consequence we obtain that there exists an almost everywhere conjugacy between any volume preserving derived from Anosov diffeomorphism of 3-torus and its linearization.Our results also hold in higher dimensional case when central bundle is one dimensional and stable and unstable foliations are quasi-isometric.

A hybrid dynamical extension of averaging and its application to the analysis of legged gait stability

We extend a smooth dynamical systems averaging technique to a class of hybrid systems with a limit cycle that is particularly relevant to the synthesis of stable legged gaits. After introducing a definition of hybrid averageability sufficient to recover the classical result, we illustrate its applicability by analysis of first a one-legged and then a two-legged hopping model. These abstract systems prepare the ground for the analysis of a significantly more complicated two legged model: a new template for quadrupedal running to be analyzed and implemented on a physical robot in a companion paper. We conclude with some rather more speculative remarks concerning the prospects for further extension and generalization of these ideas.

Four-dimensional autonomous dynamical systems with conservative flows: two-case study

Conservative chaotic systems are rare, especially autonomous smooth dynamical systems. This paper reports two four-dimensional (4D) autonomous conservative systems. The conservation of these two systems has been verified using the trace of Jacobian matrix, perpetual point theory and Hamiltonian energy theory. Numerical analyses, including phase portrait, Poincare section, Lyapunov exponent spectrum and bifurcation diagram, verify the existence of the chaotic and quasiperiodic flows. Moreover, a electronic circuit in Multisim is built to demonstrate their chaotic dynamics, whose circuit experimental results agree well with the numerical results.

On topological symplectic dynamical systems

This paper contributes to the study of topological symplectic dynamical systems, and hence to the extension of smooth symplectic dynamical systems. Using the positivity result of symplectic displacement energy [4], we prove that any generator of a strong symplectic isotopy uniquely determine the latter. This yields a symplectic analogue of a result proved by Oh [12], and the converse of the main theorem found in [6]. Also, tools for defining and for studying the topological symplectic dynamical systems are provided: We construct a right-invariant metric on the group of strong symplectic homeomorphisms whose restriction to the group of all Hamiltonian homeomorphism is equivalent to Oh’s metric [12], define the topological analogues of the usual symplectic displacement energy for non-empty open sets, and we prove that the latter is positive. Several open conjectures are elaborated.

Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy

We develop a new multistep monotone map approach to characterize minimal state-space recursive equilibrium for a broad class of infinite horizon dynamic general equilibrium models with positive externalities, dynamic complementarities, public policy, equilibrium indeterminacy, and sunspots. This new approach is global, defined in the equilibrium version of the household’s Euler equation, applies to economies for which there are no known existence results, and existing methods are inapplicable. Our methods are able to distinguish different structural properties of recursive equilibria. In stark contrast to the extensive body of existing work on these models, our methods make no appeal to the theory of smooth dynamical systems that are commonly applied in the literature. Actually, sufficient smoothness to apply such methods cannot be established relative to the set of recursive equilibria. Our partial ordering methods also provide a qualitative theory of equilibrium comparative statics in the presence of multiple equilibrium. These robust equilibrium comparison results are shown to be computable via successive approximations from subsolutions and supersolutions in sets of candidate equilibrium function spaces. We provide applications to an extensive literature on local indeterminacy of dynamic equilibrium.

Extremality and dynamically defined measures, part I: Diophantine properties of quasi-decaying measures

We present a new method of proving the Diophantine extremality of various dynamically defined measures, vastly expanding the class of measures known to be extremal. This generalizes and improves the celebrated theorem of Kleinbock and Margulis (’98) resolving Sprindžuk’s conjecture, as well as its extension by Kleinbock, Lindenstrauss, and Weiss (’04), hereafter abbreviated KLW. As applications we prove the extremality of all hyperbolic measures of smooth dynamical systems with sufficiently large Hausdorff dimension, of the Patterson–Sullivan measures of all nonplanar geometrically finite groups, and of the Gibbs measures (including conformal measures) of infinite iterated function systems. The key technical idea, which has led to a plethora of new applications, is a significant weakening of KLW’s sufficient conditions for extremality. In Part I, we introduce and develop a systematic account of two classes of measures, which we call quasi-decaying and weakly quasi-decaying. We prove that weak quasi-decay implies strong extremality in the matrix approximation framework, thus proving a conjecture of KLW. We also prove the “inherited exponent of irrationality” version of this theorem, describing the relationship between the Diophantine properties of certain subspaces of the space of matrices and measures supported on these subspaces. In subsequent papers, we exhibit numerous examples of quasi-decaying measures, in support of the thesis that “almost any measure from dynamics and/or fractal geometry is quasi-decaying”. We also discuss examples of non-extremal measures coming from dynamics, illustrating where the theory must halt.

Partially unstable attractors in networks of forced integrate-and-fire oscillators

The asymptotic attractors of a nonlinear dynamical system play a key role in the long-term physically observable behaviors of the system. The study of attractors and the search for distinct types of attractor have been a central task in nonlinear dynamics. In smooth dynamical systems, an attractor is often enclosed completely in its basin of attraction with a finite distance from the basin boundary. Recent works have uncovered that, in neuronal networks, unstable attractors with a remote basin can arise, where almost every point on the attractor is locally transversely repelling. Herewith we report our discovery of a class of attractors: partially unstable attractors, in pulse-coupled integrate-and-fire networks subject to a periodic forcing. The defining feature of such an attractor is that it can simultaneously possess locally stable and unstable sets, both of positive measure. Exploiting the structure of the key dynamical events in the network, we develop a symbolic analysis that can fully explain the emergence of the partially unstable attractors. To our knowledge, such exotic attractors have not been reported previously, and we expect them to arise commonly in biological networks whose dynamics are governed by pulse (or spike) generation.

Eulerian Based Interpolation Schemes for Flow Map Construction and Line Integral Computation with Applications to Lagrangian Coherent Structures Extraction

We propose and analyze a new class of Eulerian methods for constructing both the forward and the backward flow maps of sufficiently smooth dynamical systems. These methods improve previous Eulerian approaches so that the computations of the forward flow map can be done on the fly as one imports or measures the velocity field forward in time. Similar to typical Lagrangian or semi-Lagrangian methods, the proposed methods require an interpolation at each step. Having said that, the Eulerian method interpolates d components of the flow maps in the d dimensional space but does not require any $$(d+1)$$ -dimensional spatial-temporal interpolation as in the Lagrangian approaches. We will also extend these Eulerian methods to compute line integrals along any Lagrangian particle. The paper gives a computational complexity analysis and an error estimate of these Eulerian methods. The method can be applied to a wide range of applications for flow map constructions including the finite time Lyapunov exponent computations, the coherent ergodic partition, and high frequency wave propagations using geometric optic.

A unified approach to explain contrary effects of hysteresis and smoothing in nonsmooth systems

Piecewise smooth dynamical systems make use of discontinuities to model switching between regions of smooth evolution. This introduces an ambiguity in prescribing dynamics at the discontinuity: should the dynamics be given by a limiting value on one side or other of the discontinuity, or a member of some set containing those values? One way to remove the ambiguity is to regularize the discontinuity, the most common being either to smooth it out, or to introduce a hysteresis between switching in one direction or the other across it. Here we show that the two can in general lead to qualitatively different dynamical outcomes. We then define a higher dimensional model with both smoothing and hysteresis, and study the competing limits in which hysteretic or smoothing effects dominate the behaviour, only the former of which correspond to Filippov’s standard ‘sliding modes’.

Phase reduction theory for hybrid nonlinear oscillators.

Hybrid dynamical systems characterized by discrete switching of smooth dynamics have been used to model various rhythmic phenomena. However, the phase reduction theory, a fundamental framework for analyzing the synchronization of limit-cycle oscillations in rhythmic systems, has mostly been restricted to smooth dynamical systems. Here we develop a general phase reduction theory for weakly perturbed limit cycles in hybrid dynamical systems that facilitates analysis, control, and optimization of nonlinear oscillators whose smooth models are unavailable or intractable. On the basis of the generalized theory, we analyze injection locking of hybrid limit-cycle oscillators by periodic forcing and reveal their characteristic synchronization properties, such as ultrafast and robust entrainment to the periodic forcing and logarithmic scaling at the synchronization transition. We also illustrate the theory by analyzing the synchronization dynamics of a simple physical model of biped locomotion.

Asynchronous networks and event driven dynamics

Real-world networks in technology, engineering and biology often exhibit dynamics that cannot be adequately reproduced using network models given by smooth dynamical systems and a fixed network topology. Asynchronous networks give a theoretical and conceptual framework for the study of network dynamics where nodes can evolve independently of one another, be constrained, stop, and later restart, and where the interaction between different components of the network may depend on time, state, and stochastic effects. This framework is sufficiently general to encompass a wide range of applications ranging from engineering to neuroscience. Typically, dynamics is piecewise smooth and there are relationships with Filippov systems. In this paper, we give examples of asynchronous networks, and describe the basic formalism and structure. In the following companion paper, we make the notion of a functional asynchronous network rigorous, discuss the phenomenon of dynamical locks, and present a foundational result on the spatiotemporal factorization of the dynamics for a large class of functional asynchronous networks.

Bursting oscillations as well as the mechanism with codimension-1 non-smooth bifurcation

The coupling of different scales in nonlinear systems may lead to some special dynamical phenomena, which always behaves in the combination between large-amplitude oscillations and small-amplitude oscillations, namely bursting oscillations. Up to now, most of therelevant reports have focused on the smooth dynamical systems. However, the coupling of different scales in non-smooth systems may lead to more complicated forms of bursting oscillations because of the existences of different types of non-conventional bifurcations in non-smooth systems. The main purpose of the paper is to explore the coupling effects of multiple scales in non-smooth dynamical systems with non-conventional bifurcations which may occur at the non-smooth boundaries. According to the typical generalized Chua's electrical circuit which contains two non-smooth boundaries, we establish a four-dimensional piecewise-linear dynamical model with different scales in frequency domain. In the model, we introduce a periodically changed current source as well as a capacity for controlling. We select suitable parameter values such that an order gap exists between the exciting frequency and the natural frequency. The state space is divided into several regions in which different types of equilibrium points of the fast sub-system can be observed. By employing the generalized Clarke derivative, different forms of non-smooth bifurcations as well as the conditions are derived when the trajectory passes across the non-smooth boundaries. The case of codimension-1 non-conventional bifurcation is taken for example to investigate the effects of multiple scales on the dynamics of the system. Periodic bursting oscillations can be observed in which codimension-1 bifurcation causes the transitions between the quiescent states and the spiking states. The structure analysis of the attractor points out that the trajectory can be divided into three segments located in different regions. The theoretical period of the movement as well as the amplitudes of the spiking oscillations is derived accordingly, which agrees well with the numerical result. Based on the envelope analysis, the mechanism of the bursting oscillations is presented, which reveals the characteristics of the quiescent states and the repetitive spiking oscillations. Furthermore, unlike the fold bifurcations which may lead to jumping phenomena between two different equilibrium points of the system, the non-smooth fold bifurcation may cause the jumping phenomenon between two equilibrium points located in two regions divided by the non-smooth boundaries. When the trajectory of the system passes across the non-smooth boundaries, non-smooth fold bifurcations may cause the system to tend to different equilibrium points, corresponding to the transitions between quiescent states and spiking states, which may lead to the bursting oscillations.

Counterexamples to Ruelle’s inequality in the noncompact case

In this paper we show that there exists a large family of smooth dynamical systems defined over noncompact spaces that does not satisfy Ruelle's inequality between entropy and Lyapunov exponents.

Uniformly hyperbolic control theory

This paper gives a summary of a body of work at the intersection of control theory and smooth nonlinear dynamics. The main idea is to transfer the concept of uniform hyperbolicity, central to the theory of smooth dynamical systems, to control-affine systems. Combining the strength of geometric control theory and the hyperbolic theory of dynamical systems, it is possible to deduce control-theoretic results of non-local nature that reveal remarkable analogies to the classical hyperbolic theory of dynamical systems. This includes results on controllability, robustness, and practical stabilizability in a networked control framework.

PERIODIC ORBITS IN TWO CLASSES OF PIECEWISE SMOOTH MAPS WITH POSITIVE NONLINEAR PARTS

In this paper we consider two classes of one dimensional piecewise smooth continuous maps that have been derived as normal forms for grazing bifurcations of piecewise smooth dynamical systems. These maps are linear on one side of the phase space and nonlinear on the other side. The case of nonlinear parts with negative coefficients has been studied previously and it is proved that period-adding scenarios are generic in this case. In contrast to this result, in our analytical and numerical results, the period-adding scenarios are not observed when the nonlinear parts have positive coefficients. Furthermore, our results suggest that the typical bifurcation scenario is period doubling cascade leading to chaos in this case, which is similar to that of the smooth logistic map.

Computing coherent sets using the Fokker-Planck equation

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a discretized Fokker-Planck equation. For numerical implementation, we employ spectral collocation methods and an exponential time differentiation scheme. We experimentally compare our approach with the more classical method by Ulam that is based on discretization of the transfer operator of the unperturbed flow.

Numerical computation of connecting orbits in planar piecewise smooth dynamical system

In this paper, a numerical algorithm for computing the connecting orbits in piecewise smooth dynamical systems is derived and is analyzed. A nondegenerate condition for the connecting orbit with respect to its bifurcation parameter is presented to ensure the defining equation being well posed, which is a generalization of the Melnikov condition for smooth systems. The error caused by the truncation of time interval is also analyzed. Some numerical calculations are carried out to illustrate the theoretical analysis.

WHAT IS... a Blender?

What is a blender? In six illustrated pages we define the construction of a blender and the role it plays in the study of smooth dynamical systems.

Comparing Recursive Equilibrium in Economies with Dynamic Complementarities and Indeterminacy

We prove the existence of a minimal state space recursive equilibrium (RE) for a broad class of infinite horizon dynamic general equilibrium models with positive externalities, dynamic complementarities, public policy, equilibrium indeterminacy and sunspots. These are new multistep monotone map methods, and apply to economies for which results on the existence of dynamic equilibria are unknown and existing methods do not apply. Our methods are global, based on monotone operators defined on Euler equations, and do not appeal to the theory of smooth dynamical systems that are commonly applied in the literature. Rather, using partial ordering methods, we provide a qualitative theory of equilibrium comparative statics in the presence of multiple equilibrium. These comparison results are computable via successive approximations from upper and lower bounds of particular sets of functions. We provide applications of our results to an extensive literature on local indeterminacy of dynamic equilibrium.

A bifurcation giving birth to order in an impulsively driven complex system.

Nonlinear oscillations lie at the heart of numerous complex systems. Impulsive forcing arises naturally in many scenarios, and we endeavour to study nonlinear oscillators subject to such forcing. We model these kicked oscillatory systems as a piecewise smooth dynamical system, whereby their dynamics can be investigated. We investigate the problem of pattern formation in a turbulent combustion system and apply this formalism with the aim of explaining the observed dynamics. We identify that the transition of this system from low amplitude chaotic oscillations to large amplitude periodic oscillations is the result of a discontinuity induced bifurcation. Further, we provide an explanation for the occurrence of intermittent oscillations in the system.